Jiazhu Pan
Finance · 2007–2011
A researcher in the Science corpus: 4 papers; trusts 22 researchers and is trusted by 11 researchers here, as inferred from the citation graph.
Subfields
- Finance — 20 citations into it; #2,855 of 10,518 by trust here, #4,039 by citations
- Economics and Econometrics — 14 citations into it; #6,787 of 23,481 by trust here, #13,168 by citations
- Statistics and Probability — 11 citations into it
Whom Jiazhu Pan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- Peter Hall
- D. Pena
- Robert F. Engle
- M. Forni
- Serena Ng
- Tina Hviid Rydberg
- Thomas Mikosch
- Qiwei Yao
- James H. Stock
Who trusts Jiazhu Pan overall
- Clifford Lam
- Qiwei Yao
- Jinyuan Chang
- Qiang Xia
- Oliver B. Linton
- Bin Guo
- Wang-li Xu
- N. Bathia
- K. Zhu
- Xuerong Mao
Papers from Jiazhu Pan's perspective
Ordered by how strongly the researchers Jiazhu Pan trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Forecasting Using Principal Components From a Large Number of Predictors
- Determining the Number of Factors in Approximate Factor Models
- The Generalized Dynamic-Factor Model: Identification and Estimation
- Density Estimation for Statistics and Data Analysis
- Inference in ARCH and GARCH models with heavy-tailed errors
- Convergence of stochastic processes
- Nonstationary dynamic factor analysis
- Martingale Limit Theory and Its Application
Their papers
- Modelling multiple time series via common factors (2008) — 147 citations
- WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE (2007) — 55 citations
- Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model (2011) — 117 citations
- ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS (2009) — 79 citations